Testing efficient market hypothesis in developing Eastern European countries
Saša Tokić, Berislav Bolfek, Anita Radman Peša
| Year of publication: |
2018
|
|---|---|
| Authors: | Tokić, Saša ; Bolfek, Berislav ; Peša, Anita Radman |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 15.2018, 2, p. 281-291
|
| Subject: | ADF | Dickey-Fuller | EMH | January effect | runs test | serial correlation | unit root | variance ratio | Effizienzmarkthypothese | Efficient market hypothesis | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Korrelation | Correlation | Börsenkurs | Share price | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Other identifiers: | 10.21511/imfi.15(2).2018.25 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012055456